3For the Fried Version: Wrap each stuffed “bomb” with 1 bacon slice; gently secure loose bacon with toothpick by inserting it through bacon and halfway into “bomb.” In 3-quart heavy saucepan or deep fryer, heat oil to 350°F. Fry stuffed “bombs” 4 to 5 minutes or until dough is golden brown on all sides. Place on paper towels to cool. Repeat with remaining "bombs". Serve warm with ketchup and mustard, if desired.